-9.4%
NVTS vs NTRA
+188.0%
-197.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.2% |
| 7D | +3.5% | +1.6% | +1.9% | +2.7% |
| 30D | -11.9% | +3.8% | -15.7% | -13.4% |
| 3M | -49.2% | +48.2% | -97.5% | -58.0% |
| 6M | +38.4% | +61.0% | -22.5% | +6.6% |
| YTD | +62.5% | +44.2% | +18.3% | +31.9% |
| 1Y | +101.4% | +87.3% | +14.1% | +45.6% |
| 3Y | +40.4% | +509.4% | -469.0% | -42.4% |
| All | -9.4% | +188.0% | -197.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling